Td International Index Fund Market Value
| TDB911 Fund | 21.83 0.07 0.32% |
| Symbol | TDB911 |
TD International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to TD International's fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of TD International.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in TD International on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding TD International Index or generate 0.0% return on investment in TD International over 30 days.
TD International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure TD International's fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess TD International Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7256 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.09 |
TD International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TD International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TD International's standard deviation. In reality, there are many statistical measures that can use TD International historical prices to predict the future TD International's volatility.| Risk Adjusted Performance | 0.0823 | |||
| Jensen Alpha | 0.0577 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 1.09 |
TD International Index Backtested Returns
At this point, TD International is very steady. TD International Index retains Efficiency (Sharpe Ratio) of 0.11, which indicates the fund had a 0.11 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for TD International, which you can use to evaluate the volatility of the fund. Please validate TD International's Mean Deviation of 0.4896, downside deviation of 0.7256, and Risk Adjusted Performance of 0.0823 to confirm if the risk estimate we provide is consistent with the expected return of 0.0663%. The entity owns a Beta (Systematic Risk) of 0.0574, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TD International's returns are expected to increase less than the market. However, during the bear market, the loss of holding TD International is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
TD International Index has virtually no predictability. Overlapping area represents the amount of predictability between TD International time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TD International Index price movement. The serial correlation of 0.09 indicates that less than 9.0% of current TD International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
TD International Index lagged returns against current returns
Autocorrelation, which is TD International fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting TD International's fund expected returns. We can calculate the autocorrelation of TD International returns to help us make a trade decision. For example, suppose you find that TD International has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
TD International regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If TD International fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TD International fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TD International fund over time.
Current vs Lagged Prices |
| Timeline |
TD International Lagged Returns
When evaluating TD International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TD International fund have on its future price. TD International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, TD International autocorrelation shows the relationship between TD International fund current value and its past values and can show if there is a momentum factor associated with investing in TD International Index.
Regressed Prices |
| Timeline |
Pair Trading with TD International
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if TD International position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in TD International will appreciate offsetting losses from the drop in the long position's value.Moving together with TDB911 Fund
| 0.89 | 0P0000706A | RBC Select Balanced | PairCorr |
| 0.66 | 0P0000S9O7 | PIMCO Monthly Income | PairCorr |
| 0.68 | 0P0000S9O5 | PIMCO Monthly Income | PairCorr |
| 0.89 | 0P00007069 | RBC Portefeuille | PairCorr |
The ability to find closely correlated positions to TD International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace TD International when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back TD International - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling TD International Index to buy it.
The correlation of TD International is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as TD International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TD International Index moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for TD International can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
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